- Ehm, G., T. Gneiting, A. Jordan, and F. Krüger (2016): `Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings’, Journal of the Royal Statistical Society, Series B, 78, 505-562.
- Elliott, G., D. Ghanem, and F. Krüger (2016): `Forecasting Conditional Probabilities of Binary Outcomes under Misspecification’, Review of Economics and Statistics, 98, 742-755.
- Krüger, F. (2016): `Survey based Forecast Distributions for Euro Area Growth and Inflation: Ensembles versus Histograms’, Empirical Economics, forthcoming.
- Krüger, F., T. E. Clark, and F. Ravazzolo (2015): `Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts’, Journal of Business & Economic Statistics, forthcoming.
- Krüger, F., and I. Nolte (2015): `Disagreement versus Uncertainty: Evidence from Distribution Forecasts’, Journal of Banking & Finance, forthcoming.
Recent working papers, data and program code are available here:
Latest Revision: 2016-11-14